You will have better luck with that if you get a dedicated server from a datacenter directly. No one shared hosting provider would have access to that many IPs and for that many IPs you would have to provide valid reasons for it. And out of curiosity, Why are you looking for thousands of IPs?
Yes, you'd be much better off getting servers/vps's with numerous companies. It wont be cheap either way.
Don't know if even a dedicated can manage thousands of IPs, and still do other stuff. But turbovps.com and cheapxenvps.com (same owner) no limit on IP numbers (add by subnet 254 IPs @US$254 when ordering). Or try ircvps.com, cheapwebhostinghouse.com, and intovps.com.